Jane entertains one in nest (5)
I believe the answer is:
eyrie
'nest' is the definition.
(eyrie is a kind of nest)
'jane entertains one' is the wordplay.
'jane' becomes 'eyre' (I have seen 'Jane of novel ' mean 'eyre' so perhaps 'jane' could also mean 'eyre').
'entertains' indicates putting letters inside.
'one' becomes 'i' (Roman numeral).
'eyre' enclosing 'i' is 'EYRIE'.
'in' acts as a link.
(Other definitions for eyrie that I've seen before include "high point" , "Bird's nest" , "lofty house" , "Lofty nest of a bird of prey" , "elevated stronghold" .)